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EBND vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBND vs. NEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBND achieves a -0.23% return, which is significantly lower than NEMD's 3.76% return.


EBND

1D
-0.57%
1M
0.59%
YTD
-0.23%
6M
0.63%
1Y
5.78%
3Y*
5.59%
5Y*
0.03%
10Y*
1.72%

NEMD

1D
-0.39%
1M
1.56%
YTD
3.76%
6M
4.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBND vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between EBND and NEMD is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 12, 2025

0.72

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Return for Risk

EBND vs. NEMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBND
EBND Risk / Return Rank: 2323
Overall Rank
EBND Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBND Omega Ratio Rank: 2323
Omega Ratio Rank
EBND Calmar Ratio Rank: 2020
Calmar Ratio Rank
EBND Martin Ratio Rank: 2323
Martin Ratio Rank

NEMD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EBND vs. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EBNDNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.88

Martin ratioReturn relative to average drawdown

2.93

EBND vs. NEMD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EBNDNEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

2.14

-2.03

Drawdowns

EBND vs. NEMD - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for EBND and NEMD.


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Drawdown Indicators


EBNDNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-4.43%

-25.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

Current Drawdown

Current decline from peak

-3.24%

-0.39%

-2.85%

Average Drawdown

Average peak-to-trough decline

-10.87%

-0.57%

-10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

EBND vs. NEMD - Volatility Comparison


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Volatility by Period


EBNDNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

6.51%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.98%

6.51%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

6.51%

+2.68%

EBND vs. NEMD - Expense Ratio Comparison

EBND has a 0.30% expense ratio, which is lower than NEMD's 0.60% expense ratio.


Dividends

EBND vs. NEMD - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.83%, more than NEMD's 4.73% yield.


PositionTTM202520242023202220212020201920182017
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.83%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.73%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EBND and NEMD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EBND is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EBND is cheaper with a 0.30% expense ratio, compared with 0.60% for NEMD.

EBND has the higher dividend yield at 5.83%, compared with 4.73% for NEMD.

They also come from different issuers: State Street and Neuberger Berman. Their fees differ too: 0.30% for EBND and 0.60% for NEMD.

Portfolio Optimizer

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